Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.577419 0.648328 0.728212 0.825628 0.942254 1.078734 1.252537
2024-11-17 00:00:00+00:00 0.487581 0.573643 0.677377 0.813802 0.991889 1.221516 1.548834
2024-11-24 00:00:00+00:00 0.430528 0.524722 0.644320 0.811392 1.045786 1.374769 1.895419
2024-12-01 00:00:00+00:00 0.374792 0.468519 0.592119 0.772771 1.040782 1.443593 2.140351
2024-12-08 00:00:00+00:00 0.332705 0.424586 0.549592 0.739395 1.034936 1.507196 2.395064
2024-12-15 00:00:00+00:00 0.312524 0.407666 0.541513 0.753405 1.101787 1.699648 2.944150
2024-12-22 00:00:00+00:00 0.299788 0.399406 0.544196 0.783154 1.198590 1.967811 3.763838
2024-12-29 00:00:00+00:00 0.284620 0.385863 0.537067 0.795602 1.267517 2.203605 4.644157
2025-01-05 00:00:00+00:00 0.270357 0.372179 0.527952 0.802935 1.327984 2.440325 5.683097
2025-01-12 00:00:00+00:00 0.255103 0.355589 0.512385 0.796638 1.360605 2.626562 6.720865
2025-01-19 00:00:00+00:00 0.236230 0.331935 0.483193 0.762227 1.330147 2.656291 7.275266
2025-01-26 00:00:00+00:00 0.226852 0.322536 0.476640 0.768414 1.385704 2.918432 8.945451
2025-02-02 00:00:00+00:00 0.219141 0.315621 0.474275 0.783540 1.467438 3.293482 11.668973
2025-02-09 00:00:00+00:00 0.208534 0.303206 0.461305 0.776286 1.496802 3.534252 14.186065
2025-02-16 00:00:00+00:00 0.200031 0.293681 0.452568 0.776396 1.544182 3.855713 17.947929
2025-02-23 00:00:00+00:00 0.187221 0.276151 0.428182 0.741462 1.497422 3.846146 19.389017
2025-03-02 00:00:00+00:00 0.176050 0.260821 0.406795 0.710779 1.456882 3.847762 21.056044
2025-03-09 00:00:00+00:00 0.171812 0.257070 0.406296 0.724576 1.536970 4.337732 29.310998
2025-03-16 00:00:00+00:00 0.169729 0.256853 0.412243 0.753098 1.664887 5.108639 46.747465
2025-03-23 00:00:00+00:00 0.165721 0.252992 0.410937 0.765114 1.748901 5.759694 70.988842
2025-03-30 00:00:00+00:00 0.161404 0.248319 0.407683 0.772206 1.820309 6.415884 110.308224
2025-04-06 00:00:00+00:00 0.155962 0.241331 0.399383 0.766336 1.849587 6.879673 160.801690
2025-04-13 00:00:00+00:00 0.148056 0.229521 0.380816 0.733780 1.784729 6.758856 176.897265